Dependence by Total Positivity
Lee, Mei-Ling Ting
Ann. Probab., Tome 13 (1985) no. 4, p. 572-582 / Harvested from Project Euclid
A multivariate generalization of Shaked's bivariate families which are dependent by total positivity (DTP) is introduced. Some interrelationships and inequalities are generalized. Monotonicity properties of conditional hazard rate and mean residual life functions of some multivariate DTP families are investigated. Relationships with other positive dependence concepts are given.
Publié le : 1985-05-14
Classification:  Positive dependence,  total positivity,  conditional mean residual life function,  60K10,  62H20,  62N05
@article{1176993010,
     author = {Lee, Mei-Ling Ting},
     title = {Dependence by Total Positivity},
     journal = {Ann. Probab.},
     volume = {13},
     number = {4},
     year = {1985},
     pages = { 572-582},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993010}
}
Lee, Mei-Ling Ting. Dependence by Total Positivity. Ann. Probab., Tome 13 (1985) no. 4, pp.  572-582. http://gdmltest.u-ga.fr/item/1176993010/